+9,656.7%
INTC vs VSH
+1,455.9%
+8,200.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.6% | -0.3% |
| 7D | +17.1% | +26.2% | -9.1% | +6.8% |
| 30D | -40.5% | -12.5% | -28.0% | -36.7% |
| 3M | -39.4% | -16.9% | -22.5% | -34.7% |
| 6M | -49.3% | -17.0% | -32.3% | -46.4% |
| YTD | +65.9% | +93.8% | -28.0% | +28.4% |
| 1Y | +61.5% | +99.3% | -37.8% | +23.7% |
| 3Y | +59.6% | +35.0% | +24.6% | +36.0% |
| 5Y | +31.2% | +45.8% | -14.7% | +7.9% |
| 10Y | +116.6% | +127.1% | -10.5% | +46.0% |
| All | +9,656.7% | +1,455.9% | +8,200.7% | +3,058.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling